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An interpolation problem for multivariate stationary sequences
Kybernetika, Tome 36 (2000) no. 3, pp. 321-327 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

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Let {\boldmath$X$} and {\boldmath$Y$} be stationarily cross-correlated multivariate stationary sequences. Assume that all values of {\boldmath$Y$} and all but one values of {\boldmath$X$} are known. We determine the best linear interpolation of the unknown value on the basis of the known values and derive a formula for the interpolation error matrix. Our assertions generalize a result of Budinský [1].
Let {\boldmath$X$} and {\boldmath$Y$} be stationarily cross-correlated multivariate stationary sequences. Assume that all values of {\boldmath$Y$} and all but one values of {\boldmath$X$} are known. We determine the best linear interpolation of the unknown value on the basis of the known values and derive a formula for the interpolation error matrix. Our assertions generalize a result of Budinský [1].
Classification : 60G10, 60G25, 62H20, 62M20, 62M99
Keywords: linear interpolation 
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     author = {Klotz, Lutz},
     title = {An interpolation problem for multivariate stationary sequences},
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     url = {http://geodesic.mathdoc.fr/item/KYB_2000_36_3_a3/}
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Klotz, Lutz. An interpolation problem for multivariate stationary sequences. Kybernetika, Tome 36 (2000) no. 3, pp. 321-327. http://geodesic.mathdoc.fr/item/KYB_2000_36_3_a3/

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